Perturbation theory of duality in vector optimization via the abstract duality scheme
Se define la versión multiobjetivo del Problema de Asignación Cuadrática. Se muestran los inconvenientes de la técnica de ponderación de objetivos y se desarrollan algoritmos locales bajo las metodologías de soluciones eficientes, lexicográficas y equilibradas mediante la generalización de los procedimientos r-óptimos al caso multidimensional. Se recogen resultados computacionales sobre los algoritmos propuestos.
Regions of stability are chunks of the space of parameters in which the optimal solution and the optimal value depend continuously on the data. In these regions the problem of solving an arbitrary convex program is a continuous process and Tihonov's regularization is possible. This paper introduces a new region we furnisch formulas for the marginal value. The importance of the regions of stability is demostrated on multicriteria decision making problems and in calculating the minimal index set...
The marginal value formula in convex optimization holds in a more restrictive region of stability than that recently claimed in the literature. This is due to the fact that there are regions of stability where the Lagrangian multiplier function is discontinuous even for linear models.
We examine new second-order necessary conditions and sufficient conditions which characterize nondominated solutions of a generalized constrained multiobjective programming problem. The vector-valued criterion function as well as constraint functions are supposed to be from the class . Second-order optimality conditions for local Pareto solutions are derived as a special case.
We analyse the sensitivity of the solution of a nonlinear obstacle plate problem, with respect to small perturbations of the middle plane of the plate. This analysis, which generalizes the results of [9, 10] for the linear case, is done by application of an abstract variational result [6], where the sensitivity of parameterized variational inequalities in Banach spaces, without uniqueness of solution, is quantified in terms of a generalized derivative, that is the proto-derivative. We prove that...
We analyse the sensitivity of the solution of a nonlinear obstacle plate problem, with respect to small perturbations of the middle plane of the plate. This analysis, which generalizes the results of [9,10] for the linear case, is done by application of an abstract variational result [6], where the sensitivity of parameterized variational inequalities in Banach spaces, without uniqueness of solution, is quantified in terms of a generalized derivative, that is the proto-derivative. We prove that...
Separation is a famous principle and separation properties are important for optimization theory and various applications. In practice, input data are rarely known exactly and it is advisable to deal with parameters. In this article, we are concerned with the basic characteristics (existence, description, stability etc.) of separating hyperplanes of two convex polyhedral sets depending on parameters. We study the case, when parameters are situated in one column of the constraint matrix from the...
Il est démontré par Mentagui [ESAIM : COCV 9 (2003) 297-315] que, dans le cas des espaces de Banach généraux, la convergence d’Attouch-Wets est stable par une classe d’opérations classiques de l’analyse convexe, lorsque les limites des suites d’ensembles et de fonctions satisfont certaines conditions de qualification naturelles. Ceci tombe en défaut avec la slice convergence. Dans cet article, nous établissons des conditions de qualification uniformes assurant la stabilité de la slice convergence...